Business days calculations based on a list of holidays and nonworking weekdays. Quite useful for fixed income and derivatives pricing.
Version: | 1.0.16 |
Depends: | R (≥ 4.0.0) |
Imports: | methods, utils, jsonlite |
Suggests: | RQuantLib, timeDate, knitr, testthat, covr, rmarkdown |
Published: | 2024-02-12 |
DOI: | 10.32614/CRAN.package.bizdays |
Author: | Wilson Freitas |
Maintainer: | Wilson Freitas <wilson.freitas at gmail.com> |
License: | MIT + file LICENSE |
URL: | https://github.com/wilsonfreitas/R-bizdays |
NeedsCompilation: | no |
Materials: | README NEWS |
In views: | Finance |
CRAN checks: | bizdays results |
Reference manual: | bizdays.pdf |
Vignettes: |
Creating Calendars Financial and non financial calendars Introduction to bizdays |
Package source: | bizdays_1.0.16.tar.gz |
Windows binaries: | r-devel: bizdays_1.0.16.zip, r-release: bizdays_1.0.16.zip, r-oldrel: bizdays_1.0.16.zip |
macOS binaries: | r-release (arm64): bizdays_1.0.16.tgz, r-oldrel (arm64): bizdays_1.0.16.tgz, r-release (x86_64): bizdays_1.0.16.tgz, r-oldrel (x86_64): bizdays_1.0.16.tgz |
Old sources: | bizdays archive |
Reverse imports: | GetTDData, lambdaTS |
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